+178.7%
CAPR vs ESTC
-52.1%
+230.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.7% |
| 7D | +5.9% | +2.4% | +3.5% | +5.4% |
| 30D | +44.6% | -4.2% | +48.9% | +45.5% |
| 3M | +126.4% | +2.5% | +123.9% | +121.8% |
| 6M | -68.6% | +81.5% | -150.1% | -74.2% |
| YTD | -67.0% | +16.8% | -83.8% | -70.0% |
| 1Y | +65.2% | -3.5% | +68.6% | +56.0% |
| 3Y | +235.6% | +17.7% | +217.8% | +186.2% |
| All | +178.7% | -52.1% | +230.7% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling